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In this paper we present a novel derivation for an existing node-based algorithm for distributed optimisation termed the primal-dual method of multipliers (PDMM). In contrast to its initial derivation, in this work monotone operator theory…
In this paper we propose a distributed implementation of the relaxed Alternating Direction Method of Multipliers algorithm (R-ADMM) for optimization of a separable convex cost function, whose terms are stored by a set of interacting agents,…
In this paper, we consider nonconvex decentralised optimisation and learning over a network of distributed agents. We develop an ADMM algorithm based on the Randomised Block Coordinate Douglas-Rachford splitting method which enables agents…
The alternating direction method of multipliers (ADMM) is a powerful splitting algorithm for linearly constrained convex optimization problems. In view of its popularity and applicability, a growing attention is drawn towards the ADMM in…
Due to the limited energy of sensor nodes in wireless sensor networks, extending the networks lifetime is a major challenge that can be formulated as an optimization problem. In this paper, we propose a distributed iterative algorithm based…
This paper examines online distributed Alternating Direction Method of Multipliers (ADMM). The goal is to distributively optimize a global objective function over a network of decision makers under linear constraints. The global objective…
This paper investigates solving convex composite optimization on an undirected network, where each node, privately endowed with a smooth component function and a nonsmooth one, is required to minimize the sum of all the component functions…
The alternating direction method of multipliers (ADMM) has been recognized as a versatile approach for solving modern large-scale machine learning and signal processing problems efficiently. When the data size and/or the problem dimension…
This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…
This paper presents a novel accelerated distributed algorithm for unconstrained consensus optimization over static undirected networks. The proposed algorithm combines the benefits of acceleration from momentum, the robustness of the…
In this work we focus on the problem of minimizing the sum of convex cost functions in a distributed fashion over a peer-to-peer network. In particular, we are interested in the case in which communications between nodes are prone to…
We study a class of structured convex optimization problems, which have a two-block separable objective and nonlinear functional constraints as well as affine constraints that couple the two block variables. Such problems naturally arise…
With the proliferation of distributed energy resources and the volume of data stored due to advancement in metering infrastructure, energy management in power system operation needs distributed computing. In this paper, we propose a fully…
This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…
In this work, we study a generic network cost minimization problem, in which every node has a local decision vector to determine. Each node incurs a cost depending on its decision vector and each link also incurs a cost depending on the…
In this work, we consider the distributed optimization problem in which each node has its own convex cost function and can communicate directly only with its neighbors, as determined by a directed communication topology (directed graph or…
Distributed optimization has attracted lots of attention in the operation of power systems in recent years, where a large area is decomposed into smaller control regions each solving a local optimization problem with periodic information…
We propose a novel data-driven method to accelerate the convergence of Alternating Direction Method of Multipliers (ADMM) for solving distributed DC optimal power flow (DC-OPF) where lines are shared between independent network partitions.…
This paper considers an optimization problem that components of the objective function are available at different nodes of a network and nodes are allowed to only exchange information with their neighbors. The decentralized alternating…
We consider the problem of minimizing the sum of cost functions pertaining to agents over a network whose topology is captured by a directed graph (i.e., asymmetric communication). We cast the problem into the ADMM setting, via a consensus…